Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
22/11/2024 | 1.93% | 0.53 CHF | 0.54 CHF | 190,000 | 190,000 | 107,583 | 107,583 | 56,773 CHF | 57,851 CHF | 100.00% | 100.00% |
20/11/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 200,000 | 200,000 | 109,575 | 109,575 | 53,813 CHF | 54,912 CHF | 99.90% | 99.90% |
19/11/2024 | 2.10% | 0.54 CHF | 0.55 CHF | 200,000 | 200,000 | 109,164 | 109,164 | 54,295 CHF | 55,397 CHF | 100.00% | 100.00% |
18/11/2024 | 2.25% | 0.52 CHF | 0.53 CHF | 220,000 | 220,000 | 124,869 | 124,869 | 57,620 CHF | 58,872 CHF | 99.89% | 99.89% |
15/11/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 200,000 | 200,000 | 109,686 | 109,686 | 47,646 CHF | 48,745 CHF | 99.90% | 99.90% |
14/11/2024 | 2.46% | 0.47 CHF | 0.48 CHF | 220,000 | 220,000 | 120,353 | 120,353 | 50,904 CHF | 52,113 CHF | 99.36% | 99.36% |
13/11/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 230,000 | 230,000 | 130,436 | 130,436 | 50,046 CHF | 51,356 CHF | 100.00% | 100.00% |
12/11/2024 | 2.56% | 0.43 CHF | 0.44 CHF | 230,000 | 230,000 | 130,424 | 130,424 | 52,082 CHF | 53,391 CHF | 100.00% | 100.00% |
11/11/2024 | 2.33% | 0.37 CHF | 0.38 CHF | 210,000 | 210,000 | 118,685 | 118,685 | 50,546 CHF | 51,737 CHF | 99.65% | 99.65% |
08/11/2024 | 2.02% | 0.47 CHF | 0.48 CHF | 210,000 | 210,000 | 117,527 | 117,527 | 59,054 CHF | 60,233 CHF | 97.75% | 97.75% |